class HCL_CMinALHess_d : public HCL_Base

HCL_CMinALHess_d implements the Augmented Lagrangian algorithm

Inheritance:

Public Methods

virtual void	Display () Print current status
virtual HCL_EvalALFcnlHess_d&	LastEval () Return a reference to the last evaluation object, thus giving access to all of the information at the computed solution
virtual int	Minimize ( HCL_FunctionalHess_d & f, HCL_OpDeriv2Adj_d & G, HCL_Vector_d & x ) Minimize attempts to solve the problem of minimizing f(x) subject to the constraint G(x) = 0
virtual Table&	Parameters () Access to parameter table
virtual void	SetScaling ( HCL_LinearOpAdjInv_d * SS, HCL_LinearOpAdj_d * CC = NULL ) Alternate version of SetScaling.
virtual void	UnSetScaling () UnSetScaling returns the inner product to the default.

Public

Constructors and destructor HCL_CMinALHess_d () Default constructor---disabled. HCL_CMinALHess_d ( const HCL_CMinALHess_d & x ) Copy constructor---disabled. HCL_CMinALHess_d ( HCL_UMinHess_d * um, char * fname ) Usual constructor; just needs a HCL_UMinHess_d object. virtual ~HCL_CMinALHess_d () Destructor.

Private Methods

virtual int

StoppingTest ( HCL_EvalALFcnlHess_d & Feval ) Check stopping criterion

Private

Input Parameters int MaxItn (10) Maximum number of iterations. double GradTol (1e-4) Gradient tolerance double ConstrTol (1e-4) Constraint tolerance int DispFlag (0) Display level int DumpFlag (0) Dump level char DumpFile [81] (HCL_UMin_lbfgs int DispPrecision (6) Display precision---the number of digits sent to the screen int DumpPrecision (6) Dump precision---the number of digits sent to the file double PenParam (1) Penalty parameter double PenParamIncFac (2) Factor for increasing penalty parameter

Inherited from HCL_Base:

Public Methods

int Count()

void DecCount()

void IncCount()

Private Fields

int ReferenceCount

Input Parameters

In a parameter file, the names may be prepended by "CMinAL::" or simply "CMin::".

int MaxItn

(10) Maximum number of iterations.

double GradTol

(1e-4) Gradient tolerance. The algorithm attempts to locate a point where the relative norm of the gradient of the Lagrangian is less than this value.

double ConstrTol

(1e-4) Constraint tolerance. The algorithm attempts to locate a point where the norm of the constraint violation is less than this value.

int DispFlag

(0) Display level. This determines how much information should be displayed during the execution of the algorithm. Possible values are: 0 - No output; 1 - Function value and gradient norm after final iteration; 2 - Function value and gradient norm after every iteration.

int DumpFlag

(0) Dump level. This determines how much information should be sent to the dump file during the execution of the algorithm. Possible values are: 0 - No output; 1 - Function value and gradient norm after final iteration; 2 - Function value and gradient norm after every iteration.

char DumpFile[81]

(HCL_UMin_lbfgs.DumpFile) Dump file name.

int DispPrecision

(6) Display precision---the number of digits sent to the screen

int DumpPrecision

(6) Dump precision---the number of digits sent to the file

double PenParam

(1) Penalty parameter

double PenParamIncFac

(2) Factor for increasing penalty parameter

virtual int StoppingTest( HCL_EvalALFcnlHess_d & Feval )

Check stopping criterion. Return value is nonzero if a stopping test has been met.

Constructors and destructor

HCL_CMinALHess_d()

Default constructor---disabled.

HCL_CMinALHess_d( const HCL_CMinALHess_d & x )

Copy constructor---disabled.

HCL_CMinALHess_d( HCL_UMinHess_d * um, char * fname )

Usual constructor; just needs a HCL_UMinHess_d object.

virtual ~HCL_CMinALHess_d()

Destructor.

virtual Table& Parameters()

Access to parameter table. Algorithmic parameters may be accessed with Parameters().GetValue( "NAME",val ) or changed with Parameters().PutValue( "NAME",val ).

virtual void Display()

Print current status. The level of output is controlled by the parameter DispFlag---the larger the value of DispFlag, the more information is displayed.

virtual HCL_EvalALFcnlHess_d& LastEval()

Return a reference to the last evaluation object, thus giving access to all of the information at the computed solution

virtual void SetScaling( HCL_LinearOpAdjInv_d * SS, HCL_LinearOpAdj_d * CC = NULL )

Alternate version of SetScaling.

virtual void UnSetScaling()

UnSetScaling returns the inner product to the default.

virtual int Minimize( HCL_FunctionalHess_d & f, HCL_OpDeriv2Adj_d & G, HCL_Vector_d & x )

Minimize attempts to solve the problem of minimizing f(x) subject to the constraint G(x) = 0. A starting guess must be provided. Currently the Lagrange multiplier is initialized to zero.

This class has no child classes.

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